Access Statistics for Carlos Velasco

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A distribution-free transform of the residuals sample autocorrelations with application to model checking 0 0 0 40 0 0 0 150
A new class of distribution-free tests for time series models specification 0 1 1 77 0 1 1 183
A new class of distribution-free tests for time series models specification 0 0 0 47 0 0 1 110
A simple and general test for white noise 0 0 6 1,151 0 0 9 3,924
A wald test for the cointegration rank in nonstationary fractional systems 0 0 0 74 0 0 0 268
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) 0 0 0 0 0 0 1 37
Class Attendance and Academic Performance among Spanish Economics Students 0 1 3 130 1 4 13 765
Delayed Overshooting: It's an 80s Puzzle 0 0 0 9 0 1 3 67
Distribution Free Goodness-of-Fit Tests for Linear Processes 0 0 0 3 0 0 0 24
Distribution free goodness-of-fit tests for linear processes 0 0 0 2 0 0 0 23
Distribution-free Tests of Fractional Cointegration 0 0 0 98 0 1 2 252
Do Foreign Excess Return Regressions Convey Valid Information? 0 0 1 22 0 0 4 94
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539 0 0 0 1 0 0 1 18
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 0 0 24
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 0 0 35
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects 0 1 1 2 0 1 1 21
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 13 0 0 0 32
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 2 0 0 0 25
Efficient wald tests for fractional unit roots 0 0 0 151 0 0 1 336
Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence 0 0 0 46 0 0 1 79
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 0 0 251
Fractional Cointegration Rank Estimation 0 0 0 33 0 0 1 60
Fractional cointegration rank estimation 0 0 0 48 0 0 1 143
Gaussian semiparametric estimation of non-stationary time series 0 1 1 6 0 1 2 42
Generalized spectral tests for the martingale difference hypothesis 0 0 0 18 0 1 4 79
Inference on trending panel data 0 0 0 6 0 0 1 11
LM tests for joint breaks in the dynamics and level of a long-memory time series 0 0 0 10 0 0 1 19
Local cross validation for spectrum bandwidth choice 0 0 0 0 0 0 0 9
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 111 0 0 2 280
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 1 0 0 0 14
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 0 0 40 0 0 0 47
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 0 0 78 0 0 0 157
Non-Gaussian log-periodogram regression 0 0 0 3 0 0 0 32
Non-stationary log-periodogram regression 0 0 0 0 0 0 1 25
On the Properties of Regression Tests of Asset Return Predictability 0 0 0 76 0 0 1 152
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 0 265
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 0 0 0 41 0 0 1 30
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 0 5 127
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 1 3 10
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 0 2 8
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 0 2 8
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 0 3 0 1 1 15
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 0 0 45
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 0 0 0 113 0 0 3 416
Tests for m-dependence Based on Sample Splitting Methods 0 0 5 53 0 0 9 145
The Forward Discount Puzzle: Identi cation of Economic Assumptions 0 0 0 30 0 0 1 140
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) 0 0 0 8 0 0 0 26
Whittle pseudo-maximum likelihood estimation for nonstationary time series 0 1 1 18 0 1 2 66
Total Working Papers 0 5 19 2,684 1 13 81 9,089


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 0 0 1 5 0 0 4 41
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 1 2 42 0 1 3 118
A Wald test for the cointegration rank in nonstationary fractional systems 0 0 0 63 0 0 3 258
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 0 0 72
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL 0 0 0 11 0 0 0 68
Comments on: A review on empirical likelihood methods for regression 0 0 0 9 0 0 0 48
Comments on: Model-free model-fitting and predictive distributions 0 0 0 0 0 0 0 32
Comments on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 0 0 31
Consistent Testing of Cointegrating Relationships 0 0 0 145 0 0 0 447
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION 0 0 0 22 0 0 0 87
Delayed Overshooting: Is It an '80s Puzzle? 0 2 7 42 2 6 19 217
Distribution-free specification tests for dynamic linear models 0 0 0 23 0 0 0 159
Distribution-free tests for time series models specification 0 0 0 21 0 0 0 87
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN 0 0 0 10 0 0 0 42
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS 0 1 1 8 0 1 1 14
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 0 0 25
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 1 2 436
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 10 0 0 2 66
Estimation of fractionally integrated panels with fixed effects and cross-section dependence 0 0 0 10 0 0 0 47
Fractional Cointegration Rank Estimation 0 0 0 8 0 0 0 36
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 8 126
Gaussian Semiparametric Estimation of Non‐stationary Time Series 0 0 0 1 0 0 0 17
Gaussian Semi‐parametric Estimation of Fractional Cointegration 0 0 0 62 0 0 1 192
Generalized spectral tests for the martingale difference hypothesis 3 4 7 178 4 7 22 466
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics 0 1 3 3 0 1 9 9
Inference on trending panel data 0 0 0 3 0 0 1 30
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series 0 0 0 2 0 0 3 10
Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study 1 1 2 14 3 7 16 100
Local Cross‐validation for Spectrum Bandwidth Choice 0 0 0 0 0 0 0 5
Long Memory in Stock-Market Trading Volume 0 0 0 0 0 0 6 1,203
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION 0 1 1 27 0 1 1 94
New goodness-of-fit diagnostics for conditional discrete response models 0 0 0 8 0 0 0 70
Non-stationary log-periodogram regression 0 0 0 128 0 0 1 334
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 0 8 0 0 0 40
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 0 0 0 0 0 11
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 0 0 426
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 0 0 0 2 0 0 0 28
Power comparison among tests for fractional unit roots 0 0 0 30 0 0 0 73
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 1 0 0 1 5
Residual log-periodogram inference for long-run relationships 0 1 1 106 0 1 3 410
Sign tests for long-memory time series 0 0 1 83 0 0 1 201
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 1 1 1 0 1 2 3
Specification tests of parametric dynamic conditional quantiles 0 0 2 65 0 0 5 169
Testing the martingale difference hypothesis using integrated regression functions 0 0 0 51 0 1 1 122
Tests for m-dependence based on sample splitting methods 0 0 2 34 0 0 2 160
The Periodogram of fractional processes1 0 0 0 26 0 0 0 68
The optimal method for pricing Bermudan options by simulation 0 1 1 3 0 1 2 19
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 0 185
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 40 0 0 1 195
Total Journal Articles 4 14 32 1,642 9 29 120 7,102


Statistics updated 2024-05-04